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John Crosby
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Black Scholes
Stock Trading
Portfolio Optimization
Garch Model
Top Venues
Oper. Res.
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Publications
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Gurdip Bakshi
,
John Crosby
,
Xiaohui Gao
Dark Matter in (Volatility and) Equity Option Risk Premiums.
Oper. Res.
70 (6) (2022)